from freqtrade.strategy.interface import IStrategy from typing import Dict, List from functools import reduce from pandas import DataFrame import datetime import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np# noqa class Maro4h_bb_Adx(IStrategy): max_open_trades = 10 stake_amount = 50 stoploss = -1 minimal_roi = { "0": 10 } timeframe = '5m' trailing_stop = False trailing_stop_positive = 0.1 trailing_stop_positive_offset = 0.2 process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. """ dataframe['ema6'] = ta.EMA(dataframe, timeperiod=9) dataframe['ema24'] = ta.EMA(dataframe, timeperiod=18) dataframe['ema11'] = ta.EMA(dataframe, timeperiod=32) dataframe['ema25'] = ta.EMA(dataframe, timeperiod=64) dataframe['ema'] =dataframe['ema6']-dataframe['ema24'] dataframe['ema2'] = dataframe['ema11'] - dataframe['ema25'] dataframe['ema']= dataframe['ema']*0.6 + dataframe['ema2']*0.5 dataframe['ema2'] = ta.SMA(dataframe['ema'], timeperiod=29) return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ ( (qtpylib.crossed_above(dataframe['ema'],dataframe['ema2'])) ),'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[(qtpylib.crossed_below(dataframe['ema'], dataframe['ema2'])),'sell'] = 1 return dataframe